+1,058.8%
ILMN vs VRSN
+108.4%
+950.4%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.9% | +4.5% | +3.9% |
| 7D | -2.6% | -0.8% | -1.7% | -2.3% |
| 30D | -20.6% | +0.7% | -21.3% | -20.8% |
| 3M | +17.5% | +4.1% | +13.3% | +15.6% |
| 6M | +55.6% | +6.7% | +48.9% | +50.8% |
| YTD | +68.3% | +27.1% | +41.3% | +53.2% |
| 1Y | +81.1% | +28.0% | +53.1% | +64.3% |
| 3Y | +112.2% | +52.6% | +59.5% | +79.5% |
| 5Y | -42.6% | +33.3% | -75.9% | -49.0% |
| 10Y | +70.5% | +279.5% | -209.0% | +9.0% |
| All | +1,058.8% | +108.4% | +950.4% | +452.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSN.
Daily Out/Under-Performance
Portfolio return minus VRSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded VRSN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling